VRP

Volatility Risk Premium

Parametric’s Volatility Risk Premium (VRP) solutions aim to provide a significant and persistent source of return without the use of leverage or market forecasts. Rather, they harvest the diversifying “Volatility Risk Premium” – a well-researched phenomenon based on the discrepancy between the implied and realized volatility of equity index options. Parametric has developed a series of sophisticated VRP strategies to meet investors’ different risk/return objectives.


Upside Potential

Downside Protection

Uncorrelated Returns

Still need help finding the right fit?

Why Parametric?

Parametric has over 30 years of experience managing derivatives strategies for investors. This includes a dedicated, experienced, and stable team with sole focus on options strategies. Our scientifically rigorous approach helps us create customized, repeatable outcomes for our clients that are driven by transparency and with a focus on managing risks and costs. 

 

 

Systematic, Disciplined 
Approach

transparent

Predictable, Transparent
Outcomes

Industry Leader

Trusted Industry
Leader

 

Contact Us

Use the buttons below to visit our team contact pages.

     

 

 

 

Need a refresher? Read our 5 part series on the VRP

 

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